Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49219.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43287.56 Kr¶

PnL: ---------------------------------------> -1588.02 Kr¶

DD now: ---------------------------------> -7.344 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 11:55:02.254777'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: -3.019 %¶

Total portfolio value¶

Return including deposits: 61.131 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.060000 1531.450000 108.450000 7.620000 1423.000014
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
Hennes & Mauritz B 6 0.540000 921.840000 9.840000 1.080000 912.000000
Atrium Ljungberg B 5 0.330000 906.500000 2.500000 0.280000 904.000000
JM 7 2.260000 952.000000 2.000000 0.210000 950.000002
Eastnine 6 -0.550000 651.600000 -5.400000 -0.820000 657.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.970000 979.200000 -13.800000 -1.390000 993.000000
BioGaia B 8 -1.240000 889.600000 -14.400000 -1.590000 904.000000
AcadeMedia 20 -0.330000 962.800000 -15.200000 -1.550000 978.000000
Biotage 1 -0.600000 132.200000 -16.800000 -11.280000 149.000000
OX2 12 -0.130000 889.800000 -19.200000 -2.110000 909.000000
Hoist Finance 36 0.000000 981.000000 -30.000000 -2.970000 1010.999988
Vitrolife 3 -1.730000 646.800000 -30.200000 -4.460000 677.000001
Bufab 3 -1.250000 1045.200000 -30.800000 -2.860000 1076.000001
Investor B 3 -0.260000 627.150000 -30.850000 -4.690000 657.999999
Sandvik 4 -0.730000 816.000000 -32.000000 -3.770000 848.000000
Byggmax Group 33 -0.280000 931.920000 -35.080000 -3.630000 966.999990
Latour B 4 -1.060000 820.800000 -35.200000 -4.110000 856.000000
Platzer Fastigheter Holding B 12 0.660000 915.600000 -35.400000 -3.720000 951.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Gränges 10 -1.860000 1000.000000 -39.000000 -3.750000 1039.000000
Addnode Group B 7 -0.800000 865.900000 -39.100000 -4.320000 904.999998
SKF B 5 -0.400000 940.750000 -39.250000 -4.010000 980.000000
Hexatronic Group 15 -0.980000 1031.100000 -39.900000 -3.730000 1071.000000
Sagax B 4 -1.260000 844.800000 -40.200000 -4.540000 885.000000
Creaspac SPAC 40 -0.630000 3792.000000 -42.000000 -1.100000 3834.000000
Catena 2 -0.050000 762.400000 -43.600000 -5.410000 806.000000
Alimak Group 12 -2.080000 962.400000 -44.600000 -4.430000 1007.000004
INVISIO 15 -1.260000 3525.000000 -47.000000 -1.320000 3571.999995
EQT 4 -0.190000 826.000000 -47.000000 -5.380000 873.000000
HEXPOL B 8 -0.450000 883.200000 -73.800000 -7.710000 957.000000
Orrön Energy 170 -1.640000 1943.100000 -102.900000 -5.030000 2045.999980
Hexagon B 26 -1.250000 3296.800000 -123.200000 -3.600000 3420.000012
VEF 788 0.090000 1769.850000 -133.150000 -7.000000 1903.000300
Sedana Medical 93 -0.510000 2548.200000 -435.380000 -14.590000 2983.577733
TOTAL 43287.560000 -1588.020000 -7.34427% 44875.578016

Updated:¶

'2023-06-22 11:55:19.855090'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶